Math 4123 Lecture ODE2
Math 4123 Lecture ODE2
Example 4.19Solve ( x 2 D 2 2 xD 2) y x 3
1 d 2 y 1 dy 1
= 2
x
x dt x dt
1 d 2 y dy
= 2
x2 dt dt
Now equation (4.21) reduces to
d 2 y dy dy
2
2 2 y e 3t
dt dt dt
d2y dy
or 2
3 2 y e 3t
dt dt
Complementary function is yc = c1et + c2e2t
1
Particular integral yp 2 .e3t
D 3D 2
1 1
= e3t e 3t
992 2
1
The general solution is y = c1et + c2e2t + e3t
2
Retuning to the original independent variable x by putting et = x we
get
1
y = c 1x + c 2x 2 + x 3
2
Example 4.20 Solve ( x 2 D 2 xD 4) y cos log x x sin log x
Solution The transformation x = et reduces the equation to
{D (D1) D + 4}y = cost + etsin t
d2y dy
or 2
2 4 y cos t e t sin t
dt dt
The complementary function is
yc e t (c1 cos 3t c2 sin 3t )
The particular integral is
1 1
yp 2 cos t 2 e t sin t
D 2D 4 D 2D 4
1 1
= cos t e t 2 sin t
3 2D D 3
3 2D et
= cos t sin t
9 4D 2 2
1 et
= (3 cos t 2 sin t ) sin t
13 2
Thus the solution is
1 et
y = et (c1 cos 3t c2 sin 3t ) (3 cos t 2 sin t ) sin t
13 2
x(c1 cos 3 log x c2 sin 3 log x)
1 x
(3 cos log x 2 sin log x) sin log x
13 2
1
Example 4.21Solve ( x 3 D 3 2 x 2 D 2 2) y x
x
Solution x = et reduces the given equation to
d
[D (D1) (D2) + 2D (D1)+2]y = et + etwhere D
dt
or, (D3D2 + 2)y = et + et
yc = c1et + c2etcos(c3 + t)
1 1
yp 2
et 2
e t
( D 1)( D 2 D 2) ( D 1)( D 2 D 2)
1 t t
= e 2
e t [case of failure]
2 3D 2 D
e t t t
= e
2 5
e t t t
y c1e t c2 e t cos(c3 t ) e
2 5
c1 x log x
= c2 x cos(log x c3 )
x 2 5x
Solve ( x 2) D ( x 2) D 1)y 3x 4
2 2
dx
Solution Put x 2 et et
dt
dy dy dt 1 dy dy
. t e t
dx dt dx e dt dt
d 2 y d dy d dy dt d t dy t
2
= e .e
dx dx dx dt dx dx dt dt
d 2 y dy t d 2 y dy
= e t e t 2 e e 2t 2 e 2t D ( D 1) y
dt dt dt dt
The given equation reduces to
[e2t. e2tD(D 1) etetD + 1]y = 3(et 2) + 4 = 3et 2
[D(D 1) D +1]y = 3et2
The complementary function is
yc = c1et + c2tet
Particular integral is
1
yp 2
(3e t 2)
D 2D 1
t 1
= 3. .e t 2 2 .1
2D 2 D 2D 1
t2 t
= 3. e 2.1
2
3 2 t
= t e 2
2
The solution is
3
y = c1et + c2tet + t2et2
2
3
= c1 (x + 2) + c2 (x + 2) log(x + 2) + (x + 2) log2(x + 2) 2
2
3
= (x + 2) [c1+ c2log (x + 2)] + (x + 2)log2(x + 2) 2
2
dx 3 x 2
dt 3 3
t 3e t
dx 3x 2 e
dy dy dt dy dy dy
. 3e t (3 x 2) 3et e t 3Dy
dx dt dx dt dx dt
d
Here , D
dt
d 2 y d dy d dy dt d dy
= 3e t 3e t
dx 2
dx dx dt dx dx dt dt
t d 2 y dy t 2 t d y
2
dy
3e 3e
t
3 e 9e 2 9e 2 t D ( D 1) y
dt 2
dt dt dt
d2y
( 3 x 2) 2
9e 2 t e 2 t D ( D 1) y 9 D( D 1) y
dx 2
2
t t
9 D( D 1) 9 D 36y e 2 e 2
3 3
e 2t 4e t 4 e t 2
or (9 D 2 36) y
9 3
( D 2 4) y
81
1 2t
e 4et 4 3e t 6
1 2t
81
e et 2
C. F is yc = c1e2t + c2e2t = c1(3x + 2)2 + c2(3x + 2)2
1 1
Now, yp . 2 ( e 2 t e t 2)
81 D 4
1 t 2t 1 t 1
= . e e
81 2 D 3 2
1 t e 2t 1 t 1
= . . e
81 2 2 3 2
1 1 1 1
= log(3x 2)(3 x 2) 2 (3 x 2)
81 4 3 2
Complete solution is
y c1 (3x 2) 2 c2 (3x 2) 2
Method of Operational Factors
Let us take the general equation of second order as
d2y dy
A0 2
A1 A2 y X (1)
dx dx
where A0 , A1 , A2 and X are functions of x.
d
Writing D for , the given equation becomes
dx
A0 D 2 y A1 Dy A2 y X or f ( D ) y X
Let us assume that f (D ) can be resolved into two factors F1 ( D)
and F2 ( D ) such that f1 ( D) operates on y and F2 ( D ) operates on
the result F1 ( D) y . Now the equation may be re-written as
f ( D) y F2 ( D)F1 ( D) y or f ( D) y F2 ( D) F1 ( D) y
Remark: Remember that the factors are not commutative since this
will involve functions of x directly. Hence care should be taken
while using the factorised operators in the correct order. So we
should test the correctness of the order before using the operators
d2y dy dy
Ex.-1: Solve x 2
x y 0.
dx dx dx
d
Solution: Writing D for , the given equation becomes
dx
xD 2
xD D 1 y 0.
or, xD 1D 1y 0 (1)
Let D 1y v (2)
xD 1v 0 (3)
dv
Now xD 1v 0 or, x v 0
dx
dv v
or, 0 gives v c1 x
dx x
Now equation (2) becomes
D 1 y c1 x I. F = e e x
dx
Now D 1 y c1 ( x 1) 2 I. F. e
dx
ex
The solution is
ye x c1 e x ( x 1) 2 dx
c1 ( x 1) 2 e x 2( x 1)e x 2e x c2
y c1 ( x 1) 2 2( x 1) 2 c2 e x
c1 ( x 2 1) c2 e x . (Ans.)
Ex.-3: Solve 3x 2
d2y
dx 2
2 6x2
dy
dx
4y 0
Solution: 3x 2 D 2 2 6 x 2 D 4 y 0
or, 3x 2 D 2 D 2 y 0
Let D 2 y v
3
3x 2 D 2 v 0 v c1e 2 x I. F e 2 x
The solution is
3
ye 2 x c1 e 2 x e 2 x dx c2
3
2 x
y c1.e 2 x e 2 x c2 e 2 x (Ans.)
d2y dy
Ex.-4: Solve x 2
(1 x ) y ex
dx dx
Solution: The equation may be written as
xD 2
(1 x) D 1 y e x (1)
Now xD 2 (1 x) D 1 xD 2 xD D 1
xD( D 1) 1( D 1)
( xD 1)( D 1) Equation (1) becomes
( xD 1)( D 1) y e x
Let ( D 1) y v
( xD 1)v e x
dv
or, x v ex
dx
dy
dv v e x
I. F. = e x x
dx x x
The solution is vx e x dx e x c1
e x c1
v
x x
e x c1
Now D 1 y
x x
dy e x c1
y I. F. e x
dx x x
The solution is
1 c e x e x
ye x 1 dx log x c1
x x x
c2
e x
y e x log x c1e x x
dx c2 e x . (Ans.)
Ex.-5: Solve ( x 3) D 1 ( D 3) y ( x 3) 2 e x .
Solution: The given equation is
( x 3) D 1D 3y x 32 e x
Let D 3 y v
x 3D 1v x 3 e x
2
dv
Now x 3 v x 3 e x
2
dx
dy
dv
v
x 3e x I. F. e
x 3 1
dx x 3 x3
The solution is
v
x3
e x dx e x c1
v e x x 3 x 3c1
Now D 3 y e x x 3 x 3c1 , I. F e 3 x
The solution is
ye 3 x e 2 x x 3 c1e 3 x x 3 dx
3 x
1
x 3e 2 x 1 e 2 x dx c1 x 3 e 3 x e
2 2 3 3
Ex.-6: Factorize the operator on the L. H. S. of
x 2D 2
2 x 5D 2 y x 1e x
and hence solve it.
Solution: Now ( x 2) D 2 2( x 5) D 2
( x 2) D 2 2( x 2) D D 2
( x 2) D ( D 2) ( D 2)
x 2 D 1D 2 (1)
Hence the given equation may be re-written as
x 2D 1D 2 y x 1e x (2)
Let D 2 y v (3)
x 2D 1v x 1e x (4)
dv
or, x 2 v x 1e x
dx
dv v x 1 x 1
e I. F.
dx x 2 x 2 x2
The solution is
v ( x 1) x
x2
( x 2) 2
e dx c1
v ( x 2) 1 x
x2
( x 2) 2
e dx c1
=∫ 𝑑𝑥 − ∫ 𝑑𝑥 + 𝑐
( )
ex ex 1
x2
dx
( x 2)
2
e x c1
( x 2)
Integrating the second integral by party
or, =𝑐 + so that v c1 ( x 2) e x
Putting in (3) we get
( D 2) y c1 ( x 2) e x
dy
2 y c1 ( x 2) e x , which is linear
dx
I. F = e e 2 x
2 dx
ye 2 x c2 c x 2 e e dx
x 2 x
1
c2 c ( x 2)e dx e dx
1
2 x x
1 1
c2 c1 x 2 e x e 2 x dx e x
2 4
1 1
c2 c1 ( x 2)e 2 x c1e 2 x e x
2 4
c
y c2 e 2 x 1 (2 x 5) e x (Ans.)
4
d2y dy
Ex.-7: Solve x 2
( x 1) y x4
dx dx
Solution: The given equation may be written as
xD 2
( x 1) D 1 y x 4
or, xD 1D 1 y x 4
Let D 1 y v
xD 1v x 4
dx
dv
or, x v x4
dv v
x3 I. F. e
x 1
dx dx x x
The solution is
v x3
x
x 2 dx c1
3
c1
x4
v c1 x
3
x4
Now D 1 y c1 x I. F. e x
3
The solution is
x4
3
ye x c1 x e x dx
x4 4
3
c1 x e x x 3 c1 e x dx c2
3
x4 4
3
c1 x e x x 3 c1 e x 4 x 2 e x dx c2
3
x4 4
3
c1 x e x x 3 c1 e x 4 x 2 e x dx c2
3
x4 4
c1 x e x x 3 c1 e x 4 x 2 e x 8 xe x 4e x c2
3 3
x4 4
y c1 x x 3 c1 4 x 2 8 x 4 c2 e x
3 3
d2y dy
Ex.-8: Solve x 2
x 2 2 y x 3 .
dx dx
Solution: The equation may be written as
xD 2
x 2D 2 y x 3
xD 2D 1 y x 3
Let D 1 y v
xD 2v x 3
dv
x 2v x 3
dx
2 dx
dv 2v
x2 I. F. e
x
1
dx x x2
The solution is
v
x2
dx c1 x c1
v x 3 c1 x 2
D 1 y x 3 c1 x 2 I. F. e x
ye x x c1 x 2 e x dx
3
3x 2c x e dx
x 3 c1 x 2 e x 2
1
x
x c x e 3 x 2c x e 6 x 2c e
3
1
2 x 2
1
x
1
x
dx
ye x x c x e 3x 2c x e
3
1
2 x 2
1
x
e 6 x 2c 6e dx x
1
x
x c x e 3x 2c x e
3
1
2 x 2
1
x
e x 6 x 2c1 6e x c2
The solutions is
y x 3 c1 x 2 3x 2 2c1 x 6 x 2c1 6 c2 e x
c2 e x x 3 c1 x 2 2 x 2 3x 2 6 x (Ans.)
d2y dy
Ex.-9: Solve x 2
( x 2) 2 y x3
dx dx
Solution: xD 2 ( x 2) D 2 y x 3 (1)
xD 2D 1 y x 3 (2)
Let D 1y 0 (3)
Equation (2) gives
xD 2v x 3
dv
x 2v x 3
dx
dv 2v 1
or, x2 I. F.
dx x x2
The solution is
v
x2
dx c1
v
x c1
x2
v x 3 c1 x 2
equation (3) become
dy
y x 3 c1 x 2
dx
The solution is
ye x e x x 3 c1 x 2 dx c2
x 3 c1 x 2 e x 3x 2 2c1 x e x 6 x 2c1 e x 6e x c2
y x 3 c1 x 2 3x 2 2c1 x 6 x 2c1 6 c2 e x
x 3 (c1 x 3 ) x 2 (6 2c1 ) x 2(c1 3) c2 e x (Ans.)
Ex.-10: Show that the solution of differential equation
d2y dy
x2
x 1 y x 2 is y c1 ( x 1) c2 e x x 2
dx dx
Proof: The given equation is
xD 2
xD D 1 y x 2
or, xD 1D 1 y x 2
Let D 1 y v xD 1v x 2
dv dv v 1
v x2
or, x or, x I. F.
dx dx x x
v
The solution is dx c1 x c1 or v x 2 c1 x
x
dy
Now D 1 y x 2 c1 x y x 2 c1 x
dx
The solution is ye x e x x 2 c1 x c2
or, ye x x c x e 2 x c e dx c
2
1
x
1
x
2
x 2 c1 x e x 2 xe x e x c1e x c2
y x 2 c1 x 2 x 2 c1 c2 e x
c1 x 1 c2e x x 2 (Proved)
Ex.-11: Solve 3x 2
d2y
dx 2
2 6x 6x2
dy
dx
4 y 0.
Solution: The equation may be factorized as
D 23x 2 D 2y 0
Let 3x 2 D 2 y v
D 2 v 0
The solution is
v c1e 2 x
3x 2 D 2 y c1e 2 x
dy
3x 2 2 y c1e 2 x
dx
2
dy 2 y c1e 2 x
I. F. e 3x
dx 3 x 2 3x 2
2 2 2
c1e 2 x 3 x
3x
ye 3x 2
e e dx c2
3x
2
2 x
c e 3x
1 2 dx c2
3x
2
2 2 2 x
e 3x
y c2 e 3x c1e 3 x 3x 2
(Ans.)
Ex.-12: Solve xD 2 (1 x) D 2(1 x) y e x (1 6 x) .
Solution: The equation may be written as
xD (1 x)D 2 y e x (1 6 x)
Let D 2 y v
xD (1 x)v e x (1 6 x)
dv e x (1 6 x)
Now x (1 x)v
dx x
1 x
dv (1 x)v e x (1 6 x) dx
or, I. F. e x xe x
dx x x
The solution is
e x
vxe x x
(1 6 x) xe x dx
(1 6 x)dx c1 x 3 x 2 c1
x 3x 2 c
v x
x
1x
xe xe xe
c1 x
e x 3xe x e
x
c
D 2 y e x 3xe x 1 e x
x
D 2 y e x 1 3 x c1 I. F. e 2 x
x
The solution is
c
ye 2 x e 3 x 1 3 x 1 dx c2
x
e 3 x e 3 x
3
xe 3 x 3e 3 x c1 x
dx c2
e x e 3 x
y
3
xe x 3e x c1e 2 x x
dx c2 e 2 x
1
972
3(3 x 2) 2 log(3 x 2) 4(3 x 2) 6